The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1347 PPTY INS HLDGS INC COM 68244P107 486 88,000 SH   SOLE   88,000 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,987 89,783 SH   SOLE   89,783 0 0
1ST SOURCE CORP COM 336901103 2,483 47,867 SH   SOLE   47,867 0 0
3M CO COM 88579Y101 13,426 76,100 SH   SOLE   76,100 0 0
A H BELO CORP COM CL A 001282102 551 195,383 SH   SOLE   195,383 0 0
ABERCROMBIE & FITCH CO CL A 002896207 5,007 289,600 SH   SOLE   289,600 0 0
ABIOMED INC COM 003654100 1,194 7,000 SH   SOLE   7,000 0 0
ABM INDS INC COM 000957100 641 17,000 SH   SOLE   17,000 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1,398 525,700 SH   SOLE   525,700 0 0
ACCO BRANDS CORP COM 00081T108 5,654 604,100 SH   SOLE   604,100 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 730 346,150 SH   SOLE   346,150 0 0
ACI WORLDWIDE INC COM 004498101 564 14,900 SH   SOLE   14,900 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 165 87,500 SH   SOLE   87,500 0 0
ACME UTD CORP COM 004816104 738 31,005 SH   SOLE   31,005 0 0
ACNB CORP COM 000868109 325 8,600 SH   SOLE   8,600 0 0
ACORDA THERAPEUTICS INC COM 00484M106 688 337,106 SH   SOLE   337,106 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 436 115,000 SH   SOLE   115,000 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,403 63,114 SH   SOLE   63,114 0 0
ADESTO TECHNOLOGIES CORP COM 00687D101 749 88,100 SH   SOLE   88,100 0 0
ADOBE INC COM 00724F101 264 800 SH   SOLE   800 0 0
ADTALEM GLOBAL ED INC COM 00737L103 7,256 207,500 SH   SOLE   207,500 0 0
ADURO BIOTECH INC COM 00739L101 427 361,800 SH   SOLE   361,800 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1,334 127,075 SH   SOLE   127,075 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,150 90,500 SH   SOLE   90,500 0 0
ADVANSIX INC COM 00773T101 2,973 148,948 SH   SOLE   148,948 0 0
AEGION CORP COM 00770F104 3,276 146,441 SH   SOLE   146,441 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 783 102,500 SH   SOLE   102,500 0 0
AERCAP HOLDINGS NV SHS N00985106 2,096 34,100 SH   SOLE   34,100 0 0
AEROCENTURY CORP COM 007737109 95 21,000 SH   SOLE   21,000 0 0
AES CORP COM 00130H105 30,057 1,510,400 SH   SOLE   1,510,400 0 0
AFFIMED N V COM N01045108 1,012 369,300 SH   SOLE   369,300 0 0
AFLAC INC COM 001055102 37,562 710,058 SH   SOLE   710,058 0 0
AGEX THERAPEUTICS INC COM 00848H108 44 24,069 SH   SOLE   24,069 0 0
AIR PRODS & CHEMS INC COM 009158106 55,782 237,380 SH   SOLE   237,380 0 0
AIR T INC *W EXP 06/07/202 00919P112 2 39,508 SH   SOLE   39,508 0 0
AIR T INC COM 009207101 287 14,250 SH   SOLE   14,250 0 0
AIRCASTLE LTD COM G0129K104 14,497 452,900 SH   SOLE   452,900 0 0
ALARM COM HLDGS INC COM 011642105 352 8,200 SH   SOLE   8,200 0 0
ALASKA AIR GROUP INC COM 011659109 4,431 65,400 SH   SOLE   65,400 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 2,549 1,439,987 SH   SOLE   1,439,987 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 56,440 349,300 SH   SOLE   349,300 0 0
ALICO INC COM 016230104 1,774 49,521 SH   SOLE   49,521 0 0
ALIMERA SCIENCES INC COM NEW 016259202 197 25,986 SH   SOLE   25,986 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 4,111 109,331 SH   SOLE   109,331 0 0
ALLEGIANT TRAVEL CO COM 01748X102 522 3,000 SH   SOLE   3,000 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 440 161,000 SH   SOLE   161,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,760 24,600 SH   SOLE   24,600 0 0
ALLIED HEALTHCARE PRODS INC COM NEW 019222207 80 66,481 SH   SOLE   66,481 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,237 46,300 SH   SOLE   46,300 0 0
ALLSTATE CORP COM 020002101 48,375 430,187 SH   SOLE   430,187 0 0
ALLY FINL INC COM 02005N100 42,135 1,378,750 SH   SOLE   1,378,750 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,873 284,349 SH   SOLE   284,349 0 0
ALPHA PRO TECH LTD COM 020772109 506 147,443 SH   SOLE   147,443 0 0
ALPHABET INC CAP STK CL A 02079K305 11,304 8,440 SH   SOLE   8,440 0 0
ALPHABET INC CAP STK CL C 02079K107 11,323 8,469 SH   SOLE   8,469 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 1,205 169,900 SH   SOLE   169,900 0 0
ALTIMMUNE INC COM NEW 02155H200 68 36,100 SH   SOLE   36,100 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,004 155,400 SH   SOLE   155,400 0 0
ALTUS MIDSTREAM CO CL A 02215L100 372 130,000 SH   SOLE   130,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,480 203,800 SH   SOLE   203,800 0 0
AMAZON COM INC COM 023135106 26,701 14,450 SH   SOLE   14,450 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 3,726 514,663 SH   SOLE   514,663 0 0
AMCON DISTRG CO COM NEW 02341Q205 662 9,200 SH   SOLE   9,200 0 0
AMDOCS LTD SHS G02602103 36,207 501,550 SH   SOLE   501,550 0 0
AMERANT BANCORP INC CL A 023576101 5,121 235,000 SH   SOLE   235,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 27,534 960,052 SH   SOLE   960,052 0 0
AMERICAN ASSETS TR INC COM 024013104 262 5,700 SH   SOLE   5,700 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 7,402 687,950 SH   SOLE   687,950 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 32,720 298,400 SH   SOLE   298,400 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 1,041 26,317 SH   SOLE   26,317 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 3,047 328,327 SH   SOLE   328,327 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,610 95,300 SH   SOLE   95,300 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 556 53,600 SH   SOLE   53,600 0 0
AMERICAN RIVER BANKSHARES COM 029326105 1,086 73,044 SH   SOLE   73,044 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 247 101,400 SH   SOLE   101,400 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 456 58,100 SH   SOLE   58,100 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,181 13,840 SH   SOLE   13,840 0 0
AMERICAS CAR MART INC COM 03062T105 548 5,000 SH   SOLE   5,000 0 0
AMERIPRISE FINL INC COM 03076C106 49,045 294,424 SH   SOLE   294,424 0 0
AMERIS BANCORP COM 03076K108 1,702 40,018 SH   SOLE   40,018 0 0
AMERISERV FINL INC COM 03074A102 1,219 290,171 SH   SOLE   290,171 0 0
AMETEK INC NEW COM 031100100 46,200 463,200 SH   SOLE   463,200 0 0
AMGEN INC COM 031162100 62,943 261,100 SH   SOLE   261,100 0 0
AMKOR TECHNOLOGY INC COM 031652100 12,415 954,991 SH   SOLE   954,991 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 561 9,000 SH   SOLE   9,000 0 0
AMPCO-PITTSBURGH CORP COM 032037103 155 51,400 SH   SOLE   51,400 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 2,259 341,800 SH   SOLE   341,800 0 0
AMREP CORP NEW COM 032159105 173 28,900 SH   SOLE   28,900 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 691 96,500 SH   SOLE   96,500 0 0
ANDERSONS INC COM 034164103 4,306 170,316 SH   SOLE   170,316 0 0
ANSYS INC COM 03662Q105 1,982 7,700 SH   SOLE   7,700 0 0
ANTERIX INC COM 03676C100 523 12,100 SH   SOLE   12,100 0 0
ANTHEM INC COM 036752103 52,251 173,000 SH   SOLE   173,000 0 0
APOGEE ENTERPRISES INC COM 037598109 3,637 111,900 SH   SOLE   111,900 0 0
APOLLO ENDOSURGERY INC COM 03767D108 296 103,700 SH   SOLE   103,700 0 0
APPLE INC COM 037833100 34,974 119,100 SH   SOLE   119,100 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 467 103,300 SH   SOLE   103,300 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 297 25,000 SH   SOLE   25,000 0 0
APTINYX INC COM 03836N103 500 146,300 SH   SOLE   146,300 0 0
APYX MED CORP COM 03837C106 811 95,870 SH   SOLE   95,870 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 437 75,000 SH   SOLE   75,000 0 0
ARAVIVE INC COM 03890D108 246 18,000 SH   SOLE   18,000 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,026 737,919 SH   SOLE   737,919 0 0
ARCBEST CORP COM 03937C105 4,275 154,900 SH   SOLE   154,900 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,282 53,200 SH   SOLE   53,200 0 0
ARCH COAL INC CL A 039380407 8,128 113,300 SH   SOLE   113,300 0 0
ARCHROCK INC COM 03957W106 7,495 746,500 SH   SOLE   746,500 0 0
ARCTURUS THERAPEUTICS HLDG I COM 03969T109 455 41,900 SH   SOLE   41,900 0 0
ARDELYX INC COM 039697107 973 129,700 SH   SOLE   129,700 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,834 202,688 SH   SOLE   202,688 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 8,772 133,413 SH   SOLE   133,413 0 0
ARK RESTAURANTS CORP COM 040712101 866 39,000 SH   SOLE   39,000 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 900 161,500 SH   SOLE   161,500 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 598 32,600 SH   SOLE   32,600 0 0
ARMSTRONG FLOORING INC COM 04238R106 649 152,000 SH   SOLE   152,000 0 0
ARTS WAY MFG INC COM 043168103 53 30,000 SH   SOLE   30,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 481 4,300 SH   SOLE   4,300 0 0
ASHFORD INC COM 044104107 323 13,700 SH   SOLE   13,700 0 0
ASPEN AEROGELS INC COM 04523Y105 736 94,900 SH   SOLE   94,900 0 0
ASPEN GROUP INC COM NEW 04530L203 400 50,000 SH   SOLE   50,000 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 545 436,100 SH   SOLE   436,100 0 0
ASSOCIATED CAP GROUP INC CL A 045528106 392 10,000 SH   SOLE   10,000 0 0
ASTA FDG INC COM 046220109 864 83,600 SH   SOLE   83,600 0 0
ASTRONOVA INC COM 04638F108 543 39,600 SH   SOLE   39,600 0 0
AT&T INC COM 00206R102 57,258 1,465,145 SH   SOLE   1,465,145 0 0
ATHENE HLDG LTD CL A G0684D107 2,248 47,800 SH   SOLE   47,800 0 0
ATKORE INTL GROUP INC COM 047649108 575 14,200 SH   SOLE   14,200 0 0
ATLANTIC AMERN CORP COM 048209100 141 74,856 SH   SOLE   74,856 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 2,986 162,733 SH   SOLE   162,733 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 601 257,800 SH   SOLE   257,800 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 637 70,712 SH   SOLE   70,712 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,718 98,600 SH   SOLE   98,600 0 0
ATN INTL INC COM 00215F107 2,797 50,500 SH   SOLE   50,500 0 0
AUTOZONE INC COM 053332102 25,863 21,710 SH   SOLE   21,710 0 0
AVALON HLDGS CORP CL A 05343P109 53 27,375 SH   SOLE   27,375 0 0
AVAYA HLDGS CORP COM 05351X101 7,962 589,800 SH   SOLE   589,800 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 1,564 111,299 SH   SOLE   111,299 0 0
AVID TECHNOLOGY INC COM 05367P100 522 60,800 SH   SOLE   60,800 0 0
AWARE INC MASS COM 05453N100 368 109,479 SH   SOLE   109,479 0 0
AXT INC COM 00246W103 715 164,406 SH   SOLE   164,406 0 0
B & G FOODS INC NEW COM 05508R106 5,594 312,000 SH   SOLE   312,000 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L209 650 178,600 SH   SOLE   178,600 0 0
BALLANTYNE STRONG INC COM 058516105 220 67,900 SH   SOLE   67,900 0 0
BANC OF CALIFORNIA INC COM 05990K106 5,111 297,500 SH   SOLE   297,500 0 0
BANCORP 34 INC COM 05970V106 377 24,700 SH   SOLE   24,700 0 0
BANCORP INC DEL COM 05969A105 4,167 321,300 SH   SOLE   321,300 0 0
BANK AMER CORP COM 060505104 92,484 2,625,898 SH   SOLE   2,625,898 0 0
BANK COMM HLDGS COM 06424J103 1,863 160,981 SH   SOLE   160,981 0 0
BANK MONTREAL QUE COM 063671101 2,209 28,500 SH   SOLE   28,500 0 0
BANK PRINCETON NEW JERSEY COM 064520109 994 31,561 SH   SOLE   31,561 0 0
BANK7 CORP COM 06652N107 624 32,910 SH   SOLE   32,910 0 0
BANKFINANCIAL CORP COM 06643P104 931 71,212 SH   SOLE   71,212 0 0
BANKWELL FINL GROUP INC COM 06654A103 563 19,537 SH   SOLE   19,537 0 0
BANNER CORP COM NEW 06652V208 832 14,700 SH   SOLE   14,700 0 0
BAR HBR BANKSHARES COM 066849100 2,450 96,507 SH   SOLE   96,507 0 0
BARNES & NOBLE ED INC COM 06777U101 2,413 565,084 SH   SOLE   565,084 0 0
BASSETT FURNITURE INDS INC COM 070203104 2,979 178,603 SH   SOLE   178,603 0 0
BBQ HLDGS INC COM 05551A109 248 63,088 SH   SOLE   63,088 0 0
BBX CAP CORP NEW CL A 05491N104 2,476 519,057 SH   SOLE   519,057 0 0
BCB BANCORP INC COM 055298103 2,171 157,412 SH   SOLE   157,412 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 39 12,725 SH   SOLE   12,725 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 2,897 205,000 SH   SOLE   205,000 0 0
BED BATH & BEYOND INC COM 075896100 4,628 267,500 SH   SOLE   267,500 0 0
BEL FUSE INC CL B 077347300 579 28,257 SH   SOLE   28,257 0 0
BENCHMARK ELECTRS INC COM 08160H101 7,844 228,300 SH   SOLE   228,300 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14,938 65,950 SH   SOLE   65,950 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 8,950 272,211 SH   SOLE   272,211 0 0
BEST BUY INC COM 086516101 3,126 35,600 SH   SOLE   35,600 0 0
BG STAFFING INC COM 05544A109 1,721 78,600 SH   SOLE   78,600 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 765 255,000 SH   SOLE   255,000 0 0
BIG LOTS INC COM 089302103 5,902 205,500 SH   SOLE   205,500 0 0
BIGLARI HLDGS INC COM STK CL B 08986R309 1,430 12,500 SH   SOLE   12,500 0 0
BIOANALYTICAL SYS INC COM 09058M103 442 89,210 SH   SOLE   89,210 0 0
BIOGEN INC COM 09062X103 65,540 220,875 SH   SOLE   220,875 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 560 9,830 SH   SOLE   9,830 0 0
BK TECHNOLOGIES CORPORATION COM 05587G104 590 190,444 SH   SOLE   190,444 0 0
BLONDER TONGUE LABS INC COM 093698108 236 310,100 SH   SOLE   310,100 0 0
BLOOMIN BRANDS INC COM 094235108 395 17,900 SH   SOLE   17,900 0 0
BLUE APRON HLDGS INC CL A NEW 09523Q200 132 20,000 SH   SOLE   20,000 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 87 12,700 SH   SOLE   12,700 0 0
BLUELINX HLDGS INC COM NEW 09624H208 586 41,100 SH   SOLE   41,100 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 289 24,000 SH   SOLE   24,000 0 0
BMC STK HLDGS INC COM 05591B109 11,688 407,400 SH   SOLE   407,400 0 0
BOEING CO COM 097023105 13,405 41,150 SH   SOLE   41,150 0 0
BOISE CASCADE CO DEL COM 09739D100 5,366 146,900 SH   SOLE   146,900 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 3,426 146,800 SH   SOLE   146,800 0 0
BOOT BARN HLDGS INC COM 099406100 379 8,500 SH   SOLE   8,500 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 5,267 437,800 SH   SOLE   437,800 0 0
BRADY CORP CL A 104674106 670 11,700 SH   SOLE   11,700 0 0
BRINKS CO COM 109696104 290 3,200 SH   SOLE   3,200 0 0
BROOKDALE SR LIVING INC COM 112463104 7,681 1,056,500 SH   SOLE   1,056,500 0 0
BROWN FORMAN CORP CL B 115637209 45,282 669,850 SH   SOLE   669,850 0 0
BRYN MAWR BK CORP COM 117665109 680 16,500 SH   SOLE   16,500 0 0
BSQUARE CORP COM NEW 11776U300 21 15,000 SH   SOLE   15,000 0 0
BUILD A BEAR WORKSHOP COM 120076104 481 148,400 SH   SOLE   148,400 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 2,264 89,100 SH   SOLE   89,100 0 0
BURLINGTON STORES INC COM 122017106 1,459 6,400 SH   SOLE   6,400 0 0
BYLINE BANCORP INC COM 124411109 3,229 165,000 SH   SOLE   165,000 0 0
C & F FINL CORP COM 12466Q104 2,703 48,852 SH   SOLE   48,852 0 0
CABOT OIL & GAS CORP COM 127097103 2,237 128,500 SH   SOLE   128,500 0 0
CADENCE BANCORPORATION CL A 12739A100 4,097 226,000 SH   SOLE   226,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 8,448 121,800 SH   SOLE   121,800 0 0
CAESARSTONE LTD ORD SHS M20598104 2,857 189,600 SH   SOLE   189,600 0 0
CAI INTERNATIONAL INC COM 12477X106 4,901 169,100 SH   SOLE   169,100 0 0
CALEDONIA MNG CORP PLC SHS NEW G1757E113 92 10,900 SH   SOLE   10,900 0 0
CALERES INC COM 129500104 6,185 260,400 SH   SOLE   260,400 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 1,153 202,000 SH   SOLE   202,000 0 0
CALLON PETE CO DEL COM 13123X102 7,467 1,545,875 SH   SOLE   1,545,875 0 0
CAMDEN NATL CORP COM 133034108 2,942 63,879 SH   SOLE   63,879 0 0
CAMPBELL SOUP CO COM 134429109 45,318 917,000 SH   SOLE   917,000 0 0
CAPITAL BANCORP INC MD COM 139737100 250 16,800 SH   SOLE   16,800 0 0
CAPITAL CITY BK GROUP INC COM 139674105 4,236 138,900 SH   SOLE   138,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 50,553 491,238 SH   SOLE   491,238 0 0
CAPITAL SR LIVING CORP COM 140475104 418 135,336 SH   SOLE   135,336 0 0
CAPITALA FIN CORP COM 14054R106 1,814 207,780 SH   SOLE   207,780 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 981 58,900 SH   SOLE   58,900 0 0
CARDINAL HEALTH INC COM 14149Y108 2,089 41,300 SH   SOLE   41,300 0 0
CARDTRONICS PLC SHS CL A G1991C105 313 7,000 SH   SOLE   7,000 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 901 18,100 SH   SOLE   18,100 0 0
CARRIAGE SVCS INC COM 143905107 1,221 47,700 SH   SOLE   47,700 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,586 225,000 SH   SOLE   225,000 0 0
CARTER BK & TR MARTINSVILLE COM 146102108 3,677 155,000 SH   SOLE   155,000 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 1,442 1,084,200 SH   SOLE   1,084,200 0 0
CATASYS INC COM PAR 149049504 176 10,800 SH   SOLE   10,800 0 0
CATO CORP NEW CL A 149205106 2,410 138,500 SH   SOLE   138,500 0 0
CB FINL SVCS INC COM 12479G101 1,338 44,400 SH   SOLE   44,400 0 0
CBDMD INC COM 12482W101 233 103,000 SH   SOLE   103,000 0 0
CDW CORP COM 12514G108 6,585 46,100 SH   SOLE   46,100 0 0
CEL SCI CORP COM PAR NEW 150837607 1,256 137,300 SH   SOLE   137,300 0 0
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 172 77,300 SH   SOLE   77,300 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 4,698 160,000 SH   SOLE   160,000 0 0
CENTRAL GARDEN & PET CO COM 153527106 528 17,000 SH   SOLE   17,000 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 636 21,496 SH   SOLE   21,496 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 2,189 101,000 SH   SOLE   101,000 0 0
CENTRUS ENERGY CORP CL A 15643U104 197 28,600 SH   SOLE   28,600 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 1,979 22,000 SH   SOLE   22,000 0 0
CENTURY CASINOS INC COM 156492100 1,614 203,800 SH   SOLE   203,800 0 0
CENTURYLINK INC COM 156700106 57,245 4,333,480 SH   SOLE   4,333,480 0 0
CF INDS HLDGS INC COM 125269100 17,675 370,241 SH   SOLE   370,241 0 0
CHAPARRAL ENERGY INC COM CL A 15942R208 571 324,300 SH   SOLE   324,300 0 0
CHARAH SOLUTIONS INC COM 15957P105 151 61,900 SH   SOLE   61,900 0 0
CHARLES & COLVARD LTD COM 159765106 424 298,600 SH   SOLE   298,600 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 41,062 84,650 SH   SOLE   84,650 0 0
CHEESECAKE FACTORY INC COM 163072101 288 7,400 SH   SOLE   7,400 0 0
CHEMED CORP NEW COM 16359R103 2,390 5,440 SH   SOLE   5,440 0 0
CHEMUNG FINL CORP COM 164024101 2,354 55,391 SH   SOLE   55,391 0 0
CHEVRON CORP NEW COM 166764100 13,578 112,673 SH   SOLE   112,673 0 0
CHIASMA INC COM 16706W102 1,175 236,800 SH   SOLE   236,800 0 0
CHICAGO RIVET & MACH CO COM 168088102 359 13,900 SH   SOLE   13,900 0 0
CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 120 15,000 SH   SOLE   15,000 0 0
CHICOS FAS INC COM 168615102 2,230 585,400 SH   SOLE   585,400 0 0
CHIMERIX INC COM 16934W106 633 312,000 SH   SOLE   312,000 0 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 336 106,700 SH   SOLE   106,700 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 636 355,300 SH   SOLE   355,300 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,980 3,560 SH   SOLE   3,560 0 0
CIDARA THERAPEUTICS INC COM 171757107 397 103,282 SH   SOLE   103,282 0 0
CIGNA CORP NEW COM 125523100 4,151 20,299 SH   SOLE   20,299 0 0
CIM COML TR CORP COM NEW 125525584 236 16,300 SH   SOLE   16,300 0 0
CIMPRESS PLC SHS EURO G2143T103 553 4,400 SH   SOLE   4,400 0 0
CINCINNATI FINL CORP COM 172062101 27,775 264,150 SH   SOLE   264,150 0 0
CINEDIGM CORP COM NEW 172406209 22 32,000 SH   SOLE   32,000 0 0
CISCO SYS INC COM 17275R102 31,879 664,708 SH   SOLE   664,708 0 0
CITI TRENDS INC COM 17306X102 5,388 233,060 SH   SOLE   233,060 0 0
CITIGROUP INC COM NEW 172967424 78,545 983,165 SH   SOLE   983,165 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 1,315 107,600 SH   SOLE   107,600 0 0
CITIZENS HLDG CO MISS COM 174715102 625 28,570 SH   SOLE   28,570 0 0
CITIZENS INC CL A 174740100 832 123,240 SH   SOLE   123,240 0 0
CITY HLDG CO COM 177835105 229 2,800 SH   SOLE   2,800 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 2,147 89,444 SH   SOLE   89,444 0 0
CLEAN ENERGY FUELS CORP COM 184499101 34 14,700 SH   SOLE   14,700 0 0
CLEARFIELD INC COM 18482P103 739 53,000 SH   SOLE   53,000 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 261 90,000 SH   SOLE   90,000 0 0
CLEARWATER PAPER CORP COM 18538R103 2,051 96,000 SH   SOLE   96,000 0 0
CLOROX CO DEL COM 189054109 19,692 128,250 SH   SOLE   128,250 0 0
CNB FINL CORP PA COM 126128107 4,399 134,600 SH   SOLE   134,600 0 0
CNH INDL N V SHS N20944109 2,433 221,200 SH   SOLE   221,200 0 0
COCA COLA CO COM 191216100 13,429 242,614 SH   SOLE   242,614 0 0
COCA COLA CONSOLIDATED INC COM 191098102 312 1,100 SH   SOLE   1,100 0 0
CODORUS VY BANCORP INC COM 192025104 1,492 64,766 SH   SOLE   64,766 0 0
COFFEE HLDG CO INC COM 192176105 152 33,000 SH   SOLE   33,000 0 0
COLLECTORS UNIVERSE INC COM NEW 19421R200 1,050 45,560 SH   SOLE   45,560 0 0
COLONY BANKCORP INC COM 19623P101 796 48,268 SH   SOLE   48,268 0 0
COMCAST CORP NEW CL A 20030N101 59,855 1,331,000 SH   SOLE   1,331,000 0 0
COMFORT SYS USA INC COM 199908104 314 6,300 SH   SOLE   6,300 0 0
COMMERCIAL VEH GROUP INC COM 202608105 1,765 277,900 SH   SOLE   277,900 0 0
COMMUNICATIONS SYS INC COM 203900105 695 112,700 SH   SOLE   112,700 0 0
COMMUNITY BANKERS TR CORP COM 203612106 789 88,800 SH   SOLE   88,800 0 0
COMMUNITY FINL CORP MD COM 20368X101 617 17,340 SH   SOLE   17,340 0 0
COMMUNITY TR BANCORP INC COM 204149108 1,073 23,000 SH   SOLE   23,000 0 0
COMMUNITY WEST BANCSHARES COM 204157101 515 46,357 SH   SOLE   46,357 0 0
COMPUTER TASK GROUP INC COM 205477102 481 92,800 SH   SOLE   92,800 0 0
COMSTOCK HLDG COS INC CL A NEW 205684202 104 54,400 SH   SOLE   54,400 0 0
COMSTOCK RES INC COM 205768302 4,171 506,800 SH   SOLE   506,800 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 6,133 172,800 SH   SOLE   172,800 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 8 19,500 SH   SOLE   19,500 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 763 82,700 SH   SOLE   82,700 0 0
CONFORMIS INC COM 20717E101 710 473,300 SH   SOLE   473,300 0 0
CONIFER HLDGS INC COM 20731J102 76 19,000 SH   SOLE   19,000 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 4,768 185,400 SH   SOLE   185,400 0 0
CONNS INC COM 208242107 2,162 174,500 SH   SOLE   174,500 0 0
CONOCOPHILLIPS COM 20825C104 61,225 941,487 SH   SOLE   941,487 0 0
CONSOL ENERGY INC NEW COM 20854L108 2,628 181,100 SH   SOLE   181,100 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 1,645 424,001 SH   SOLE   424,001 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 2,470 40,947 SH   SOLE   40,947 0 0
CONSTELLATION PHARMCETICLS I COM 210373106 1,296 27,500 SH   SOLE   27,500 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 2,999 889,950 SH   SOLE   889,950 0 0
CONTAINER STORE GROUP INC COM 210751103 1,747 413,900 SH   SOLE   413,900 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,618 441,000 SH   SOLE   441,000 0 0
CONTURA ENERGY INC COM 21241B100 837 92,500 SH   SOLE   92,500 0 0
COOPER STD HLDGS INC COM 21676P103 1,061 32,000 SH   SOLE   32,000 0 0
COOPER TIRE & RUBR CO COM 216831107 6,722 233,800 SH   SOLE   233,800 0 0
COPART INC COM 217204106 2,364 26,000 SH   SOLE   26,000 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 176 54,200 SH   SOLE   54,200 0 0
CORMEDIX INC COM 21900C308 714 98,100 SH   SOLE   98,100 0 0
CORNING INC COM 219350105 43,430 1,491,940 SH   SOLE   1,491,940 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 727 133,700 SH   SOLE   133,700 0 0
COSTAMARE INC SHS Y1771G102 7,898 828,800 SH   SOLE   828,800 0 0
COSTAR GROUP INC COM 22160N109 2,495 4,170 SH   SOLE   4,170 0 0
COTT CORP QUE COM 22163N106 7,815 571,300 SH   SOLE   571,300 0 0
COUNTY BANCORP INC COM 221907108 537 20,937 SH   SOLE   20,937 0 0
COUPA SOFTWARE INC COM 22266L106 1,872 12,800 SH   SOLE   12,800 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 1,210 93,650 SH   SOLE   93,650 0 0
COWEN INC CL A NEW 223622606 4,076 258,800 SH   SOLE   258,800 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 332 49,300 SH   SOLE   49,300 0 0
CREDIT ACCEP CORP MICH COM 225310101 3,724 8,420 SH   SOLE   8,420 0 0
CROCS INC COM 227046109 570 13,600 SH   SOLE   13,600 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 2,109 181,500 SH   SOLE   181,500 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,075 14,600 SH   SOLE   14,600 0 0
CROWN CRAFTS INC COM 228309100 526 85,500 SH   SOLE   85,500 0 0
CROWN HOLDINGS INC COM 228368106 413 5,700 SH   SOLE   5,700 0 0
CSP INC COM 126389105 615 47,100 SH   SOLE   47,100 0 0
CSS INDS INC COM 125906107 187 42,300 SH   SOLE   42,300 0 0
CULP INC COM 230215105 1,363 100,100 SH   SOLE   100,100 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 942 183,000 SH   SOLE   183,000 0 0
CUMULUS MEDIA INC COM CLASS A 231082801 2,999 170,700 SH   SOLE   170,700 0 0
CURIS INC COM NEW 231269200 545 320,340 SH   SOLE   320,340 0 0
CURO GROUP HLDGS CORP COM 23131L107 1,523 125,000 SH   SOLE   125,000 0 0
CUSTOMERS BANCORP INC COM 23204G100 3,338 140,200 SH   SOLE   140,200 0 0
CUTERA INC COM 232109108 236 6,600 SH   SOLE   6,600 0 0
CVB FINL CORP COM 126600105 345 16,000 SH   SOLE   16,000 0 0
CYBEROPTICS CORP COM 232517102 468 25,450 SH   SOLE   25,450 0 0
CYMABAY THERAPEUTICS INC COM 23257D103 544 277,600 SH   SOLE   277,600 0 0
CYNERGISTEK INC COM 23258P105 871 264,000 SH   SOLE   264,000 0 0
DANA INCORPORATED COM 235825205 457 25,100 SH   SOLE   25,100 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 478 11,900 SH   SOLE   11,900 0 0
DAVITA INC COM 23918K108 2,416 32,200 SH   SOLE   32,200 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 478 199,244 SH   SOLE   199,244 0 0
DEL TACO RESTAURANTS INC COM 245496104 2,371 299,900 SH   SOLE   299,900 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,436 47,396 SH   SOLE   47,396 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 38,682 661,450 SH   SOLE   661,450 0 0
DELTA APPAREL INC COM 247368103 3,828 123,088 SH   SOLE   123,088 0 0
DENBURY RES INC COM NEW 247916208 3,691 2,618,000 SH   SOLE   2,618,000 0 0
DESTINATION XL GROUP INC COM 25065K104 522 407,422 SH   SOLE   407,422 0 0
DEVON ENERGY CORP NEW COM 25179M103 41,001 1,578,800 SH   SOLE   1,578,800 0 0
DHI GROUP INC COM 23331S100 1,956 649,800 SH   SOLE   649,800 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 7,859 949,122 SH   SOLE   949,122 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,737 519,700 SH   SOLE   519,700 0 0
DIGIRAD CORP COM NEW 253827703 114 44,090 SH   SOLE   44,090 0 0
DILLARDS INC CL A 254067101 8,707 118,500 SH   SOLE   118,500 0 0
DIME CMNTY BANCSHARES COM 253922108 3,445 164,900 SH   SOLE   164,900 0 0
DIODES INC COM 254543101 5,440 96,499 SH   SOLE   96,499 0 0
DISCOVER FINL SVCS COM 254709108 50,074 590,359 SH   SOLE   590,359 0 0
DISCOVERY INC COM SER A 25470F104 54,964 1,678,800 SH   SOLE   1,678,800 0 0
DISH NETWORK CORP CL A 25470M109 49,543 1,396,750 SH   SOLE   1,396,750 0 0
DISNEY WALT CO COM DISNEY 254687106 84,922 587,165 SH   SOLE   587,165 0 0
DIVERSIFIED RSTRNT HLDGS INC COM 25532M105 21 19,707 SH   SOLE   19,707 0 0
DIXIE GROUP INC CL A 255519100 78 68,200 SH   SOLE   68,200 0 0
DLH HLDGS CORP COM 23335Q100 601 143,500 SH   SOLE   143,500 0 0
DMC GLOBAL INC COM 23291C103 297 6,600 SH   SOLE   6,600 0 0
DOCUSIGN INC COM 256163106 2,097 28,300 SH   SOLE   28,300 0 0
DOLLAR GEN CORP NEW COM 256677105 4,508 28,900 SH   SOLE   28,900 0 0
DONEGAL GROUP INC CL A 257701201 4,047 273,100 SH   SOLE   273,100 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 1,027 98,100 SH   SOLE   98,100 0 0
DORIAN LPG LTD SHS USD Y2106R110 5,101 329,529 SH   SOLE   329,529 0 0
DOVER MOTORSPORTS INC COM 260174107 230 123,396 SH   SOLE   123,396 0 0
DUCOMMUN INC DEL COM 264147109 3,024 59,850 SH   SOLE   59,850 0 0
DURECT CORP COM 266605104 59 15,400 SH   SOLE   15,400 0 0
DXC TECHNOLOGY CO COM 23355L106 15,879 422,421 SH   SOLE   422,421 0 0
EAGLE BANCORP MONT INC COM 26942G100 1,498 70,021 SH   SOLE   70,021 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 2,461 535,000 SH   SOLE   535,000 0 0
EARTHSTONE ENERGY INC CL A 27032D304 2,775 438,402 SH   SOLE   438,402 0 0
EASTERN CO COM 276317104 2,006 65,692 SH   SOLE   65,692 0 0
EASTMAN KODAK CO COM NEW 277461406 627 134,800 SH   SOLE   134,800 0 0
EBAY INC COM 278642103 23,990 664,350 SH   SOLE   664,350 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 3,105 150,000 SH   SOLE   150,000 0 0
EDGEWELL PERS CARE CO COM 28035Q102 6,099 197,000 SH   SOLE   197,000 0 0
EDUCATIONAL DEV CORP COM 281479105 758 122,700 SH   SOLE   122,700 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,619 19,800 SH   SOLE   19,800 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 1,393 93,500 SH   SOLE   93,500 0 0
ELECTROCORE INC COM 28531P103 177 111,200 SH   SOLE   111,200 0 0
ELECTROMED INC COM 285409108 2,340 270,538 SH   SOLE   270,538 0 0
ELEVATE CREDIT INC COM 28621V101 2,098 471,400 SH   SOLE   471,400 0 0
ELOXX PHARMACEUTICALS INC COM 29014R103 927 125,900 SH   SOLE   125,900 0 0
EMCOR GROUP INC COM 29084Q100 302 3,500 SH   SOLE   3,500 0 0
EMCORE CORP COM NEW 290846203 431 141,702 SH   SOLE   141,702 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 1,797 170,300 SH   SOLE   170,300 0 0
EMERSON RADIO CORP COM NEW 291087203 153 187,100 SH   SOLE   187,100 0 0
EMMIS COMMUNICATIONS CORP COM NEW CL A 291525400 968 240,100 SH   SOLE   240,100 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,966 190,800 SH   SOLE   190,800 0 0
ENCORE CAP GROUP INC COM 292554102 6,814 192,700 SH   SOLE   192,700 0 0
ENDOLOGIX INC COM NEW 29266S304 139 87,800 SH   SOLE   87,800 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 2,003 156,098 SH   SOLE   156,098 0 0
ENNIS INC COM 293389102 2,452 113,257 SH   SOLE   113,257 0 0
ENOVA INTL INC COM 29357K103 8,243 342,607 SH   SOLE   342,607 0 0
ENPRO INDS INC COM 29355X107 7,183 107,400 SH   SOLE   107,400 0 0
ENSERVCO CORP COM 29358Y102 92 496,100 SH   SOLE   496,100 0 0
ENSIGN GROUP INC COM 29358P101 3,484 76,800 SH   SOLE   76,800 0 0
ENSTAR GROUP LIMITED SHS G3075P101 1,179 5,700 SH   SOLE   5,700 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 2,751 592,825 SH   SOLE   592,825 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 2,058 60,750 SH   SOLE   60,750 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,501 572,800 SH   SOLE   572,800 0 0
ENVELA CORPORATION COM 29402E102 34 25,000 SH   SOLE   25,000 0 0
ENZO BIOCHEM INC COM 294100102 1,121 426,100 SH   SOLE   426,100 0 0
EOG RES INC COM 26875P101 293 3,500 SH   SOLE   3,500 0 0
EPSILON ENERGY LTD COM 294375209 495 150,000 SH   SOLE   150,000 0 0
EQUINIX INC COM 29444U700 4,214 7,220 SH   SOLE   7,220 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 1,991 64,500 SH   SOLE   64,500 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,562 36,400 SH   SOLE   36,400 0 0
ERA GROUP INC COM 26885G109 3,429 337,150 SH   SOLE   337,150 0 0
EROS INTL PLC SHS NEW G3788M114 806 237,750 SH   SOLE   237,750 0 0
ESCALADE INC COM 296056104 472 47,980 SH   SOLE   47,980 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 231 10,700 SH   SOLE   10,700 0 0
ESSA BANCORP INC COM 29667D104 2,393 141,200 SH   SOLE   141,200 0 0
ESSENT GROUP LTD COM G3198U102 665 12,800 SH   SOLE   12,800 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 2,861 150,100 SH   SOLE   150,100 0 0
EVANS BANCORP INC COM NEW 29911Q208 2,049 51,109 SH   SOLE   51,109 0 0
EVELO BIOSCIENCES INC COM 299734103 542 133,500 SH   SOLE   133,500 0 0
EVERQUOTE INC COM CL A 30041R108 1,329 38,700 SH   SOLE   38,700 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 270 51,400 SH   SOLE   51,400 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 857 156,723 SH   SOLE   156,723 0 0
EXACT SCIENCES CORP COM 30063P105 2,146 23,200 SH   SOLE   23,200 0 0
EXONE CO COM 302104104 360 48,300 SH   SOLE   48,300 0 0
EXPRESS INC COM 30219E103 1,661 341,000 SH   SOLE   341,000 0 0
EXTERRAN CORP COM 30227H106 1,309 167,200 SH   SOLE   167,200 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 704 332,000 SH   SOLE   332,000 0 0
EXXON MOBIL CORP COM 30231G102 13,550 194,187 SH   SOLE   194,187 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 968 624,200 SH   SOLE   624,200 0 0
EZCORP INC CL A NON VTG 302301106 2,007 294,269 SH   SOLE   294,269 0 0
FACEBOOK INC CL A 30303M102 18,431 89,800 SH   SOLE   89,800 0 0
FAIR ISAAC CORP COM 303250104 2,698 7,200 SH   SOLE   7,200 0 0
FARMER BROS CO COM 307675108 515 34,200 SH   SOLE   34,200 0 0
FASTENAL CO COM 311900104 33,743 913,200 SH   SOLE   913,200 0 0
FB FINL CORP COM 30257X104 4,870 123,000 SH   SOLE   123,000 0 0
FBL FINL GROUP INC CL A 30239F106 7,482 126,972 SH   SOLE   126,972 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 4,693 56,200 SH   SOLE   56,200 0 0
FEDNAT HLDG CO COM 31431B109 2,666 160,312 SH   SOLE   160,312 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,830 260,700 SH   SOLE   260,700 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 33,535 241,100 SH   SOLE   241,100 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 989 100,000 SH   SOLE   100,000 0 0
FIFTH THIRD BANCORP COM 316773100 46,424 1,510,210 SH   SOLE   1,510,210 0 0
FINANCIAL INSTNS INC COM 317585404 3,476 108,300 SH   SOLE   108,300 0 0
FINJAN HLDGS INC COM NEW 31788H303 1,195 594,600 SH   SOLE   594,600 0 0
FIRST BANCORP P R COM NEW 318672706 11,259 1,063,200 SH   SOLE   1,063,200 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2,192 198,385 SH   SOLE   198,385 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 2,794 106,108 SH   SOLE   106,108 0 0
FIRST BUSEY CORP COM NEW 319383204 7,637 277,693 SH   SOLE   277,693 0 0
FIRST CHOICE BANCORP COM 31948P104 1,879 69,707 SH   SOLE   69,707 0 0
FIRST CMNTY BANKSHARES INC V COM 31983A103 1,272 41,000 SH   SOLE   41,000 0 0
FIRST CMNTY CORP S C COM 319835104 294 13,600 SH   SOLE   13,600 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,793 119,982 SH   SOLE   119,982 0 0
FIRST FINL CORP IND COM 320218100 3,445 75,357 SH   SOLE   75,357 0 0
FIRST FNDTN INC COM 32026V104 4,512 259,300 SH   SOLE   259,300 0 0
FIRST GTY BANCSHARES INC COM 32043P106 743 34,141 SH   SOLE   34,141 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 452 10,900 SH   SOLE   10,900 0 0
FIRST INTERNET BANCORP COM 320557101 1,586 66,900 SH   SOLE   66,900 0 0
FIRST LONG IS CORP COM 320734106 1,495 59,600 SH   SOLE   59,600 0 0
FIRST MID BANCSHARES INC COM 320866106 1,537 43,600 SH   SOLE   43,600 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,253 69,090 SH   SOLE   69,090 0 0
FIRST UTD CORP COM 33741H107 1,460 60,593 SH   SOLE   60,593 0 0
FISERV INC COM 337738108 1,885 16,300 SH   SOLE   16,300 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 672 146,500 SH   SOLE   146,500 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 203 5,300 SH   SOLE   5,300 0 0
FLEXIBLE SOLUTIONS INTL INC COM 33938T104 288 112,007 SH   SOLE   112,007 0 0
FLEXSHOPPER INC COM NEW 33939J303 118 46,500 SH   SOLE   46,500 0 0
FLEXSTEEL INDS INC COM 339382103 673 33,800 SH   SOLE   33,800 0 0
FLOTEK INDS INC DEL COM 343389102 400 200,000 SH   SOLE   200,000 0 0
FLUENT INC COM 34380C102 1,488 595,200 SH   SOLE   595,200 0 0
FLUSHING FINL CORP COM 343873105 3,231 149,538 SH   SOLE   149,538 0 0
FONAR CORP COM NEW 344437405 1,270 64,500 SH   SOLE   64,500 0 0
FORD MTR CO DEL COM 345370860 31,549 3,392,336 SH   SOLE   3,392,336 0 0
FORTERRA INC COM 34960W106 4,836 418,300 SH   SOLE   418,300 0 0
FORTIVE CORP COM 34959J108 45,964 601,700 SH   SOLE   601,700 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 227 135,000 SH   SOLE   135,000 0 0
FOSSIL GROUP INC COM 34988V106 2,189 277,800 SH   SOLE   277,800 0 0
FOSTER L B CO COM 350060109 1,700 87,700 SH   SOLE   87,700 0 0
FOUNDATION BLDG MATLS INC COM 350392106 3,193 165,000 SH   SOLE   165,000 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 522 18,500 SH   SOLE   18,500 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 2,334 68,000 SH   SOLE   68,000 0 0
FRANKLIN RES INC COM 354613101 41,111 1,582,400 SH   SOLE   1,582,400 0 0
FREEPORT-MCMORAN INC CL B 35671D857 59,624 4,544,500 SH   SOLE   4,544,500 0 0
FREIGHTCAR AMER INC COM 357023100 104 50,000 SH   SOLE   50,000 0 0
FREQUENCY ELECTRS INC COM 358010106 265 26,000 SH   SOLE   26,000 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 10,477 299,500 SH   SOLE   299,500 0 0
FRIEDMAN INDS INC COM 358435105 1,339 222,500 SH   SOLE   222,500 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 311 350,000 SH   SOLE   350,000 0 0
FRONTLINE LTD SHS NEW G3682E192 5,208 405,000 SH   SOLE   405,000 0 0
FS BANCORP INC COM 30263Y104 1,084 17,000 SH   SOLE   17,000 0 0
FUEL TECH INC COM 359523107 413 442,728 SH   SOLE   442,728 0 0
FULGENT GENETICS INC COM 359664109 1,007 78,100 SH   SOLE   78,100 0 0
FULL HOUSE RESORTS INC COM 359678109 472 141,000 SH   SOLE   141,000 0 0
FULTON FINL CORP PA COM 360271100 549 31,500 SH   SOLE   31,500 0 0
FUTUREFUEL CORPORATION COM 36116M106 2,259 182,300 SH   SOLE   182,300 0 0
GAIA INC NEW CL A 36269P104 481 60,200 SH   SOLE   60,200 0 0
GAIN CAP HLDGS INC COM 36268W100 884 223,905 SH   SOLE   223,905 0 0
GAMCO INVESTORS INC CL A COM 361438104 645 33,100 SH   SOLE   33,100 0 0
GAMESTOP CORP NEW CL A 36467W109 3,227 530,700 SH   SOLE   530,700 0 0
GANNETT CO INC NEW COM 36472T109 3,639 570,375 SH   SOLE   570,375 0 0
GASLOG LTD SHS G37585109 5,017 512,437 SH   SOLE   512,437 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 2,124 200,000 SH   SOLE   200,000 0 0
GENCOR INDS INC COM 368678108 642 55,050 SH   SOLE   55,050 0 0
GENERAL FIN CORP DEL COM 369822101 1,835 165,764 SH   SOLE   165,764 0 0
GENERAL MTRS CO COM 37045V100 46,824 1,279,357 SH   SOLE   1,279,357 0 0
GENESCO INC COM 371532102 5,990 125,000 SH   SOLE   125,000 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 1,366 833,100 SH   SOLE   833,100 0 0
GENIE ENERGY LTD CL B 372284208 473 61,167 SH   SOLE   61,167 0 0
GENPACT LIMITED SHS G3922B107 2,024 48,000 SH   SOLE   48,000 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,111 66,263 SH   SOLE   66,263 0 0
GERON CORP COM 374163103 357 262,200 SH   SOLE   262,200 0 0
GEVO INC COM PAR 374396406 42 18,300 SH   SOLE   18,300 0 0
G-III APPAREL GROUP LTD COM 36237H101 6,385 190,600 SH   SOLE   190,600 0 0
GLADSTONE COML CORP COM 376536108 695 31,800 SH   SOLE   31,800 0 0
GLATFELTER COM 377316104 4,839 264,400 SH   SOLE   264,400 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 2,031 68,543 SH   SOLE   68,543 0 0
GLOBALSCAPE INC COM 37940G109 918 93,380 SH   SOLE   93,380 0 0
GLYCOMIMETICS INC COM 38000Q102 513 97,000 SH   SOLE   97,000 0 0
GMS INC COM 36251C103 8,850 326,800 SH   SOLE   326,800 0 0
GNC HLDGS INC COM CL A 36191G107 675 250,000 SH   SOLE   250,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 4,479 315,000 SH   SOLE   315,000 0 0
GOLD RESOURCE CORP COM 38068T105 850 153,400 SH   SOLE   153,400 0 0
GOLDEN ENTMT INC COM 381013101 2,143 111,500 SH   SOLE   111,500 0 0
GOLDFIELD CORP COM 381370105 1,346 379,280 SH   SOLE   379,280 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 175 110,300 SH   SOLE   110,300 0 0
GOODRICH PETE CORP COM PAR 382410843 1,159 115,400 SH   SOLE   115,400 0 0
GP STRATEGIES CORP COM 36225V104 417 31,487 SH   SOLE   31,487 0 0
GRAHAM CORP COM 384556106 930 42,500 SH   SOLE   42,500 0 0
GRAN TIERRA ENERGY INC COM 38500T101 2,024 1,568,900 SH   SOLE   1,568,900 0 0
GRAY TELEVISION INC COM 389375106 12,399 578,300 SH   SOLE   578,300 0 0
GREAT ELM CAP CORP COM 390320109 179 23,000 SH   SOLE   23,000 0 0
GREAT ELM CAP GROUP INC COM NEW 39036P209 134 40,000 SH   SOLE   40,000 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 4,139 365,350 SH   SOLE   365,350 0 0
GREAT SOUTHN BANCORP INC COM 390905107 4,300 67,906 SH   SOLE   67,906 0 0
GREEN PLAINS INC COM 393222104 3,736 242,150 SH   SOLE   242,150 0 0
GREENBRIER COS INC COM 393657101 4,440 136,900 SH   SOLE   136,900 0 0
GREENLANE HLDGS INC CL A 395330103 163 50,000 SH   SOLE   50,000 0 0
GRIFFIN INL RLTY INC COM 398231100 1,044 26,405 SH   SOLE   26,405 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 12,730 127,300 SH   SOLE   127,300 0 0
GSI TECHNOLOGY COM 36241U106 870 122,717 SH   SOLE   122,717 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 400 15,856 SH   SOLE   15,856 0 0
GULF ISLAND FABRICATION INC COM 402307102 396 78,200 SH   SOLE   78,200 0 0
GULF RESOURCES INC COM 40251W309 475 931,550 SH   SOLE   931,550 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,484 817,000 SH   SOLE   817,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 2,210 66,100 SH   SOLE   66,100 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 840 80,500 SH   SOLE   80,500 0 0
HAEMONETICS CORP COM 405024100 437 3,800 SH   SOLE   3,800 0 0
HALLADOR ENERGY COMPANY COM 40609P105 621 209,200 SH   SOLE   209,200 0 0
HALLIBURTON CO COM 406216101 1,874 76,600 SH   SOLE   76,600 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 678 35,500 SH   SOLE   35,500 0 0
HANGER INC COM NEW 41043F208 552 20,000 SH   SOLE   20,000 0 0
HANMI FINL CORP COM NEW 410495204 3,239 162,000 SH   SOLE   162,000 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 410 37,300 SH   SOLE   37,300 0 0
HARSCO CORP COM 415864107 313 13,600 SH   SOLE   13,600 0 0
HARTE-HANKS INC COM 416196202 265 73,993 SH   SOLE   73,993 0 0
HARVARD BIOSCIENCE INC COM 416906105 1,969 645,617 SH   SOLE   645,617 0 0
HAVERTY FURNITURE INC COM 419596101 3,388 168,059 SH   SOLE   168,059 0 0
HAWAIIAN HOLDINGS INC COM 419879101 7,038 240,300 SH   SOLE   240,300 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,593 62,469 SH   SOLE   62,469 0 0
HC2 HLDGS INC COM 404139107 301 138,600 SH   SOLE   138,600 0 0
HCA HEALTHCARE INC COM 40412C101 44,779 302,950 SH   SOLE   302,950 0 0
HEARTLAND FINL USA INC COM 42234Q102 9,120 183,350 SH   SOLE   183,350 0 0
HECLA MNG CO COM 422704106 6,851 2,021,000 SH   SOLE   2,021,000 0 0
HEICO CORP NEW CL A 422806208 2,041 22,800 SH   SOLE   22,800 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 3,088 95,000 SH   SOLE   95,000 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 10,314 1,071,000 SH   SOLE   1,071,000 0 0
HERC HLDGS INC COM 42704L104 7,698 157,300 SH   SOLE   157,300 0 0
HERITAGE INS HLDGS INC COM 42727J102 2,063 155,700 SH   SOLE   155,700 0 0
HERSHEY CO COM 427866108 54,677 372,000 SH   SOLE   372,000 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 8,254 524,042 SH   SOLE   524,042 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 37,263 2,349,500 SH   SOLE   2,349,500 0 0
HI CRUSH INC COM 428337109 229 260,000 SH   SOLE   260,000 0 0
HIBBETT SPORTS INC COM 428567101 4,301 153,400 SH   SOLE   153,400 0 0
HILL INTERNATIONAL INC COM 431466101 609 192,751 SH   SOLE   192,751 0 0
HILLENBRAND INC COM 431571108 1,853 55,614 SH   SOLE   55,614 0 0
HILLTOP HOLDINGS INC COM 432748101 9,416 377,700 SH   SOLE   377,700 0 0
HMN FINL INC COM 40424G108 1,046 49,800 SH   SOLE   49,800 0 0
HOLLYFRONTIER CORP COM 436106108 47,368 934,100 SH   SOLE   934,100 0 0
HOME BANCORP INC COM 43689E107 3,080 78,591 SH   SOLE   78,591 0 0
HOME DEPOT INC COM 437076102 13,409 61,400 SH   SOLE   61,400 0 0
HOMESTREET INC COM 43785V102 6,297 185,200 SH   SOLE   185,200 0 0
HOPE BANCORP INC COM 43940T109 6,836 460,000 SH   SOLE   460,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 8,817 201,950 SH   SOLE   201,950 0 0
HORIZON BANCORP INC COM 440407104 5,717 300,909 SH   SOLE   300,909 0 0
HORIZON GLOBAL CORP COM 44052W104 524 150,000 SH   SOLE   150,000 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 693 53,600 SH   SOLE   53,600 0 0
HORMEL FOODS CORP COM 440452100 56,284 1,247,700 SH   SOLE   1,247,700 0 0
HOST HOTELS & RESORTS INC COM 44107P104 44,151 2,380,100 SH   SOLE   2,380,100 0 0
HOSTESS BRANDS INC CL A 44109J106 8,685 597,300 SH   SOLE   597,300 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,760 601,600 SH   SOLE   601,600 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 401 91,039 SH   SOLE   91,039 0 0
HOWARD BANCORP INC COM 442496105 2,517 149,100 SH   SOLE   149,100 0 0
HP INC COM 40434L105 2,456 119,500 SH   SOLE   119,500 0 0
HUB GROUP INC CL A 443320106 10,576 206,200 SH   SOLE   206,200 0 0
HUDSON GLOBAL INC COM NEW 443787205 161 13,441 SH   SOLE   13,441 0 0
HUNTINGTON BANCSHARES INC COM 446150104 43,809 2,905,100 SH   SOLE   2,905,100 0 0
HURCO COMPANIES INC COM 447324104 2,804 73,106 SH   SOLE   73,106 0 0
ICHOR HOLDINGS SHS G4740B105 3,011 90,500 SH   SOLE   90,500 0 0
ICONIX BRAND GROUP INC COM NEW 451055305 118 87,600 SH   SOLE   87,600 0 0
IDEAYA BIOSCIENCES INC COM 45166A102 638 85,000 SH   SOLE   85,000 0 0
IDENTIV INC COM NEW 45170X205 104 18,500 SH   SOLE   18,500 0 0
IDT CORP CL B NEW 448947507 728 101,000 SH   SOLE   101,000 0 0
IEC ELECTRS CORP NEW COM 44949L105 417 45,850 SH   SOLE   45,850 0 0
IHS MARKIT LTD SHS G47567105 48,793 647,550 SH   SOLE   647,550 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 625 118,781 SH   SOLE   118,781 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 403 404,319 SH   SOLE   404,319 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 1,915 45,500 SH   SOLE   45,500 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 439 19,597 SH   SOLE   19,597 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 477 496,900 SH   SOLE   496,900 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 515 203,500 SH   SOLE   203,500 0 0
INFUSYSTEM HLDGS INC COM 45685K102 4,565 535,176 SH   SOLE   535,176 0 0
INGLES MKTS INC CL A 457030104 8,165 171,850 SH   SOLE   171,850 0 0
INNERWORKINGS INC COM 45773Y105 824 149,508 SH   SOLE   149,508 0 0
INNODATA INC COM NEW 457642205 286 250,455 SH   SOLE   250,455 0 0
INNOPHOS HOLDINGS INC COM 45774N108 800 25,000 SH   SOLE   25,000 0 0
INNOSPEC INC COM 45768S105 2,069 20,000 SH   SOLE   20,000 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 539 7,100 SH   SOLE   7,100 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 606 103,700 SH   SOLE   103,700 0 0
INNOVIVA INC COM 45781M101 530 37,400 SH   SOLE   37,400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 11,900 169,300 SH   SOLE   169,300 0 0
INSULET CORP COM 45784P101 4,802 28,050 SH   SOLE   28,050 0 0
INTEL CORP COM 458140100 13,514 225,793 SH   SOLE   225,793 0 0
INTELLICHECK INC COM NEW 45817G201 372 49,700 SH   SOLE   49,700 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 212 5,300 SH   SOLE   5,300 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 34,928 377,400 SH   SOLE   377,400 0 0
INTERDIGITAL INC COM 45867G101 480 8,800 SH   SOLE   8,800 0 0
INTERNAP CORP COM PAR 45885A409 217 196,900 SH   SOLE   196,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 13,554 101,117 SH   SOLE   101,117 0 0
INTEST CORP COM 461147100 2,122 356,600 SH   SOLE   356,600 0 0
INTEVAC INC COM 461148108 826 117,060 SH   SOLE   117,060 0 0
INTL FCSTONE INC COM 46116V105 2,339 47,900 SH   SOLE   47,900 0 0
INTREPID POTASH INC COM 46121Y102 2,056 758,500 SH   SOLE   758,500 0 0
INTRICON CORP COM 46121H109 1,472 81,800 SH   SOLE   81,800 0 0
INTUIT COM 461202103 3,248 12,400 SH   SOLE   12,400 0 0
INVACARE CORP COM 461203101 670 74,300 SH   SOLE   74,300 0 0
INVESTCORP CR MGMT BDC INC COM 46090R104 678 101,200 SH   SOLE   101,200 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,352 155,716 SH   SOLE   155,716 0 0
IONIS PHARMACEUTICALS INC COM 462222100 2,187 36,200 SH   SOLE   36,200 0 0
IRIDEX CORP COM 462684101 183 81,500 SH   SOLE   81,500 0 0
ISHARES TR MICRO-CAP ETF 464288869 649 6,525 SH   SOLE   6,525 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 5,310 41,300 SH   SOLE   41,300 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 292 25,000 SH   SOLE   25,000 0 0
ITRON INC COM 465741106 546 6,500 SH   SOLE   6,500 0 0
IVERIC BIO INC COM 46583P102 347 40,500 SH   SOLE   40,500 0 0
J ALEXANDERS HLDGS INC COM 46609J106 1,617 169,100 SH   SOLE   169,100 0 0
J JILL INC COM 46620W102 506 447,900 SH   SOLE   447,900 0 0
JAKKS PAC INC COM 47012E106 309 299,700 SH   SOLE   299,700 0 0
JAMES RIV GROUP LTD COM G5005R107 8,535 207,100 SH   SOLE   207,100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 47,277 316,700 SH   SOLE   316,700 0 0
JMP GROUP LLC COM 46629U107 220 68,151 SH   SOLE   68,151 0 0
JOHNSON & JOHNSON COM 478160104 13,524 92,712 SH   SOLE   92,712 0 0
JOHNSON CTLS INTL PLC SHS G51502105 31,031 762,254 SH   SOLE   762,254 0 0
JOINT CORP COM 47973J102 315 19,500 SH   SOLE   19,500 0 0
JOUNCE THERAPEUTICS INC COM 481116101 1,972 225,900 SH   SOLE   225,900 0 0
JPMORGAN CHASE & CO COM 46625H100 22,289 159,895 SH   SOLE   159,895 0 0
K12 INC COM 48273U102 5,290 259,967 SH   SOLE   259,967 0 0
KALA PHARMACEUTICALS INC COM 483119103 579 156,900 SH   SOLE   156,900 0 0
KALEIDO BIOSCIENCES INC COM 483347100 636 126,700 SH   SOLE   126,700 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 1,076 60,400 SH   SOLE   60,400 0 0
KELLY SVCS INC CL A 488152208 5,243 232,200 SH   SOLE   232,200 0 0
KEMET CORP COM NEW 488360207 8,913 329,500 SH   SOLE   329,500 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 451 33,500 SH   SOLE   33,500 0 0
KEY TRONIC CORP COM 493144109 736 135,233 SH   SOLE   135,233 0 0
KEYCORP NEW COM 493267108 30,552 1,509,500 SH   SOLE   1,509,500 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 313 78,169 SH   SOLE   78,169 0 0
KIMBALL ELECTRONICS INC COM 49428J109 2,515 143,300 SH   SOLE   143,300 0 0
KIMBALL INTL INC CL B 494274103 649 31,400 SH   SOLE   31,400 0 0
KINGSTONE COS INC COM 496719105 181 23,300 SH   SOLE   23,300 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 2,085 47,300 SH   SOLE   47,300 0 0
KIRKLANDS INC COM 497498105 17 13,700 SH   SOLE   13,700 0 0
KLX ENERGY SERVICS HOLDNGS I COM 48253L106 290 45,000 SH   SOLE   45,000 0 0
KODIAK SCIENCES INC COM 50015M109 720 10,000 SH   SOLE   10,000 0 0
KOHLS CORP COM 500255104 41,105 806,770 SH   SOLE   806,770 0 0
KRATON CORPORATION COM 50077C106 6,397 252,627 SH   SOLE   252,627 0 0
KROGER CO COM 501044101 40,086 1,382,750 SH   SOLE   1,382,750 0 0
KRONOS WORLDWIDE INC COM 50105F105 1,541 115,000 SH   SOLE   115,000 0 0
KVH INDS INC COM 482738101 735 66,067 SH   SOLE   66,067 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 41,963 212,075 SH   SOLE   212,075 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 2,683 771,100 SH   SOLE   771,100 0 0
LAKE SHORE BANCORP INC COM 510700107 516 33,850 SH   SOLE   33,850 0 0
LAKELAND BANCORP INC COM 511637100 3,982 229,090 SH   SOLE   229,090 0 0
LAKELAND INDS INC COM 511795106 934 86,457 SH   SOLE   86,457 0 0
LANDMARK BANCORP INC COM 51504L107 843 33,639 SH   SOLE   33,639 0 0
LANDS END INC NEW COM 51509F105 2,528 150,500 SH   SOLE   150,500 0 0
LANNET INC COM 516012101 3,217 364,700 SH   SOLE   364,700 0 0
LAREDO PETROLEUM INC COM 516806106 1,544 537,900 SH   SOLE   537,900 0 0
LAWSON PRODS INC COM 520776105 271 5,200 SH   SOLE   5,200 0 0
LCI INDS COM 50189K103 311 2,900 SH   SOLE   2,900 0 0
LCNB CORP COM 50181P100 1,065 55,200 SH   SOLE   55,200 0 0
LEAF GROUP LTD COM 52177G102 594 148,600 SH   SOLE   148,600 0 0
LEAR CORP COM NEW 521865204 52,309 381,263 SH   SOLE   381,263 0 0
LEE ENTERPRISES INC COM 523768109 407 286,700 SH   SOLE   286,700 0 0
LEVEL ONE BANCORP INC COM 52730D208 629 25,000 SH   SOLE   25,000 0 0
LGI HOMES INC COM 50187T106 438 6,200 SH   SOLE   6,200 0 0
LIBBEY INC COM 529898108 295 203,200 SH   SOLE   203,200 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,250 170,000 SH   SOLE   170,000 0 0
LIFETIME BRANDS INC COM 53222Q103 1,213 174,599 SH   SOLE   174,599 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,380 88,400 SH   SOLE   88,400 0 0
LIFEWAY FOODS INC COM 531914109 125 63,052 SH   SOLE   63,052 0 0
LILLY ELI & CO COM 532457108 329 2,500 SH   SOLE   2,500 0 0
LIMBACH HLDGS INC COM 53263P105 293 77,500 SH   SOLE   77,500 0 0
LIMESTONE BANCORP INC COM 53262L105 243 13,500 SH   SOLE   13,500 0 0
LINCOLN EDL SVCS CORP COM 533535100 605 223,969 SH   SOLE   223,969 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 471 529,039 SH   SOLE   529,039 0 0
LIQUIDITY SERVICES INC COM 53635B107 506 84,900 SH   SOLE   84,900 0 0
LIVE OAK BANCSHARES INC COM 53803X105 1,209 63,600 SH   SOLE   63,600 0 0
LIVE VENTURES INC COM NEW 538142308 103 13,702 SH   SOLE   13,702 0 0
LOCKHEED MARTIN CORP COM 539830109 2,348 6,030 SH   SOLE   6,030 0 0
LONESTAR RES US INC CL A VTG 54240F103 1,326 508,100 SH   SOLE   508,100 0 0
LSB INDS INC COM 502160104 1,319 314,000 SH   SOLE   314,000 0 0
LSI INDS INC COM 50216C108 2,623 433,500 SH   SOLE   433,500 0 0
LUBYS INC COM 549282101 282 128,100 SH   SOLE   128,100 0 0
LULULEMON ATHLETICA INC COM 550021109 2,965 12,800 SH   SOLE   12,800 0 0
LUTHER BURBANK CORP COM 550550107 4,064 352,500 SH   SOLE   352,500 0 0
LYDALL INC DEL COM 550819106 1,642 80,000 SH   SOLE   80,000 0 0
LYON WILLIAM HOMES CL A NEW 552074700 3,480 174,197 SH   SOLE   174,197 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 51,045 540,271 SH   SOLE   540,271 0 0
M D C HLDGS INC COM 552676108 645 16,904 SH   SOLE   16,904 0 0
M/I HOMES INC COM 55305B101 1,987 50,500 SH   SOLE   50,500 0 0
MACKINAC FINL CORP COM 554571109 1,208 69,200 SH   SOLE   69,200 0 0
MACYS INC COM 55616P104 27,578 1,622,250 SH   SOLE   1,622,250 0 0
MAGELLAN HEALTH INC COM NEW 559079207 10,579 135,200 SH   SOLE   135,200 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 459 30,287 SH   SOLE   30,287 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 581 50,000 SH   SOLE   50,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,846 528,900 SH   SOLE   528,900 0 0
MALVERN BANCORP INC COM 561409103 626 27,100 SH   SOLE   27,100 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 927 421,400 SH   SOLE   421,400 0 0
MANNATECH INC COM NEW 563771203 977 62,409 SH   SOLE   62,409 0 0
MANNING & NAPIER INC CL A 56382Q102 928 533,300 SH   SOLE   533,300 0 0
MANNKIND CORP COM NEW 56400P706 733 568,500 SH   SOLE   568,500 0 0
MARATHON OIL CORP COM 565849106 44,659 3,288,600 SH   SOLE   3,288,600 0 0
MARATHON PETE CORP COM 56585A102 40,391 670,388 SH   SOLE   670,388 0 0
MARCHEX INC CL B 56624R108 778 205,800 SH   SOLE   205,800 0 0
MARCUS CORP COM 566330106 5,538 174,304 SH   SOLE   174,304 0 0
MARIN SOFTWARE INC COM NEW 56804T205 19 13,571 SH   SOLE   13,571 0 0
MARINEMAX INC COM 567908108 2,353 141,000 SH   SOLE   141,000 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 809 374,400 SH   SOLE   374,400 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,200 8,440 SH   SOLE   8,440 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 2,907 132,255 SH   SOLE   132,255 0 0
MARTEN TRANS LTD COM 573075108 5,659 263,337 SH   SOLE   263,337 0 0
MASTEC INC COM 576323109 520 8,100 SH   SOLE   8,100 0 0
MASTECH DIGITAL INC COM 57633B100 523 47,200 SH   SOLE   47,200 0 0
MASTERCARD INC CL A 57636Q104 239 800 SH   SOLE   800 0 0
MATCH GROUP INC COM 57665R106 4,516 55,000 SH   SOLE   55,000 0 0
MATERION CORP COM 576690101 2,378 40,000 SH   SOLE   40,000 0 0
MATINAS BIOPHARMA HLDGS INC COM 576810105 772 340,000 SH   SOLE   340,000 0 0
MATRIX SVC CO COM 576853105 2,615 114,300 SH   SOLE   114,300 0 0
MATSON INC COM 57686G105 9,290 227,690 SH   SOLE   227,690 0 0
MATTHEWS INTL CORP CL A 577128101 6,050 158,500 SH   SOLE   158,500 0 0
MAUI LD & PINEAPPLE INC COM 577345101 1,041 92,567 SH   SOLE   92,567 0 0
MAXIMUS INC COM 577933104 275 3,700 SH   SOLE   3,700 0 0
MCDERMOTT INTL INC COM 580037703 169 250,131 SH   SOLE   250,131 0 0
MCDONALDS CORP COM 580135101 62,613 316,850 SH   SOLE   316,850 0 0
MEDALLION FINL CORP COM 583928106 767 105,444 SH   SOLE   105,444 0 0
MEDTRONIC PLC SHS G5960L103 30,762 271,150 SH   SOLE   271,150 0 0
MEET GROUP INC COM 58513U101 1,503 300,000 SH   SOLE   300,000 0 0
MENLO THERAPEUTICS INC COM 586858102 629 135,500 SH   SOLE   135,500 0 0
MERCER INTL INC COM 588056101 4,380 356,100 SH   SOLE   356,100 0 0
MERCHANTS BANCORP IND COM 58844R108 2,095 106,300 SH   SOLE   106,300 0 0
MERCK & CO INC COM 58933Y105 83,541 918,535 SH   SOLE   918,535 0 0
MEREDITH CORP COM 589433101 8,371 257,800 SH   SOLE   257,800 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 332 34,000 SH   SOLE   34,000 0 0
MERIDIAN BK PAOLI PA COM 58958P104 624 30,900 SH   SOLE   30,900 0 0
MERITAGE HOMES CORP COM 59001A102 12,102 198,042 SH   SOLE   198,042 0 0
MERITOR INC COM 59001K100 487 18,600 SH   SOLE   18,600 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 194 61,700 SH   SOLE   61,700 0 0
MERSANA THERAPEUTICS INC COM 59045L106 913 159,400 SH   SOLE   159,400 0 0
MESA AIR GROUP INC COM NEW 590479135 1,450 162,200 SH   SOLE   162,200 0 0
META FINL GROUP INC COM 59100U108 8,805 241,165 SH   SOLE   241,165 0 0
METHODE ELECTRS INC COM 591520200 1,413 35,900 SH   SOLE   35,900 0 0
METLIFE INC COM 59156R108 35,513 696,750 SH   SOLE   696,750 0 0
METROPOLITAN BK HLDG CORP COM 591774104 2,002 41,500 SH   SOLE   41,500 0 0
MEXCO ENERGY CORP COM 592770101 50 12,800 SH   SOLE   12,800 0 0
MICHAELS COS INC COM 59408Q106 320 39,600 SH   SOLE   39,600 0 0
MICRON SOLUTIONS INC COM 59511X105 63 26,425 SH   SOLE   26,425 0 0
MICRON TECHNOLOGY INC COM 595112103 74,017 1,376,300 SH   SOLE   1,376,300 0 0
MICROSOFT CORP COM 594918104 22,716 144,045 SH   SOLE   144,045 0 0
MICROSTRATEGY INC CL A NEW 594972408 471 3,300 SH   SOLE   3,300 0 0
MICROVISION INC DEL COM NEW 594960304 72 100,000 SH   SOLE   100,000 0 0
MID PENN BANCORP INC COM 59540G107 1,493 51,848 SH   SOLE   51,848 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 991 38,000 SH   SOLE   38,000 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 3,585 123,775 SH   SOLE   123,775 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 3,556 98,160 SH   SOLE   98,160 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 111 79,500 SH   SOLE   79,500 0 0
MILLER INDS INC TENN COM NEW 600551204 1,481 39,900 SH   SOLE   39,900 0 0
MINERVA NEUROSCIENCES INC COM 603380106 531 74,700 SH   SOLE   74,700 0 0
MISONIX INC COM 604871103 1,710 91,900 SH   SOLE   91,900 0 0
MISTRAS GROUP INC COM 60649T107 2,176 152,500 SH   SOLE   152,500 0 0
MITCHAM INDS INC COM 606501104 743 258,845 SH   SOLE   258,845 0 0
MMA CAPITAL HOLDINGS INC COM 55315D105 213 6,700 SH   SOLE   6,700 0 0
MODINE MFG CO COM 607828100 2,269 294,700 SH   SOLE   294,700 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 641 44,300 SH   SOLE   44,300 0 0
MONROE CAP CORP COM 610335101 750 69,103 SH   SOLE   69,103 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,612 41,100 SH   SOLE   41,100 0 0
MONTAGE RES CORP COM 61179L100 1,463 184,266 SH   SOLE   184,266 0 0
MORGAN STANLEY COM NEW 617446448 50,194 981,885 SH   SOLE   981,885 0 0
MOVADO GROUP INC COM 624580106 2,970 136,600 SH   SOLE   136,600 0 0
MR COOPER GROUP INC COM 62482R107 6,906 552,069 SH   SOLE   552,069 0 0
MRC GLOBAL INC COM 55345K103 4,910 360,000 SH   SOLE   360,000 0 0
MRI INTERVENTIONS INC COM NEW 55347P209 50 10,500 SH   SOLE   10,500 0 0
MSB FINL CORP NEW COM 55352L101 360 20,000 SH   SOLE   20,000 0 0
MURPHY USA INC COM 626755102 491 4,200 SH   SOLE   4,200 0 0
MUSTANG BIO INC COM 62818Q104 707 173,400 SH   SOLE   173,400 0 0
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MVB FINANCIAL CORP COM 553810102 2,353 94,418 SH   SOLE   94,418 0 0
MYLAN N V SHS EURO N59465109 47,836 2,379,900 SH   SOLE   2,379,900 0 0
MYR GROUP INC DEL COM 55405W104 2,933 90,000 SH   SOLE   90,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,024 1,050,000 SH   SOLE   1,050,000 0 0
NACCO INDS INC CL A 629579103 4,182 89,295 SH   SOLE   89,295 0 0
NANTKWEST INC COM 63016Q102 412 108,700 SH   SOLE   108,700 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 3,062 335,700 SH   SOLE   335,700 0 0
NATIONAL GEN HLDGS CORP COM 636220303 665 30,100 SH   SOLE   30,100 0 0
NATIONAL HEALTH INVS INC COM 63633D104 538 6,600 SH   SOLE   6,600 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,986 22,982 SH   SOLE   22,982 0 0
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NATIONAL RESH CORP COM NEW 637372202 541 8,200 SH   SOLE   8,200 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 6,593 22,664 SH   SOLE   22,664 0 0
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NATURAL GAS SERVICES GROUP COM 63886Q109 2,193 178,864 SH   SOLE   178,864 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,296 232,600 SH   SOLE   232,600 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 232 26,000 SH   SOLE   26,000 0 0
NAUTILUS INC COM 63910B102 235 134,400 SH   SOLE   134,400 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 4,231 314,100 SH   SOLE   314,100 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159143 1,102 129,600 SH   SOLE   129,600 0 0
NAVIOS MARITIME HLDGS INC COM Y62197119 453 101,200 SH   SOLE   101,200 0 0
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NELNET INC CL A 64031N108 984 16,900 SH   SOLE   16,900 0 0
NEOLEUKIN THERAPEUTICS INC COM 64049K104 1,478 120,000 SH   SOLE   120,000 0 0
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NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 586 157,600 SH   SOLE   157,600 0 0
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NEW HOME CO INC COM 645370107 372 79,800 SH   SOLE   79,800 0 0
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NEWPARK RES INC COM PAR $.01NEW 651718504 3,217 513,000 SH   SOLE   513,000 0 0
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NL INDS INC COM NEW 629156407 227 58,100 SH   SOLE   58,100 0 0
NN INC COM 629337106 1,365 147,600 SH   SOLE   147,600 0 0
NOBLE CORP PLC SHS USD G65431101 1,390 1,139,000 SH   SOLE   1,139,000 0 0
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NORFOLK SOUTHERN CORP COM 655844108 56,531 291,200 SH   SOLE   291,200 0 0
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NORTHERN OIL & GAS INC NEV COM 665531109 5,255 2,245,700 SH   SOLE   2,245,700 0 0
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NOVAVAX INC COM NEW 670002401 215 54,000 SH   SOLE   54,000 0 0
NOW INC COM 67011P100 6,294 560,000 SH   SOLE   560,000 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM PAR 67091K302 33 11,489 SH   SOLE   11,489 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,426 10,100 SH   SOLE   10,100 0 0
OCEANEERING INTL INC COM 675232102 4,846 325,000 SH   SOLE   325,000 0 0
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OHIO VY BANC CORP COM 677719106 868 21,900 SH   SOLE   21,900 0 0
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OIL DRI CORP AMER COM 677864100 986 27,200 SH   SOLE   27,200 0 0
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OLD SECOND BANCORP INC ILL COM 680277100 1,935 143,650 SH   SOLE   143,650 0 0
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OMNICELL INC COM 68213N109 531 6,500 SH   SOLE   6,500 0 0
ON DECK CAP INC COM 682163100 1,432 346,000 SH   SOLE   346,000 0 0
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OOMA INC COM 683416101 871 65,800 SH   SOLE   65,800 0 0
OP BANCORP COM 67109R109 1,243 119,851 SH   SOLE   119,851 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,882 104,862 SH   SOLE   104,862 0 0
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ORACLE CORP COM 68389X105 32,051 604,973 SH   SOLE   604,973 0 0
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ORION ENERGY SYSTEMS INC COM 686275108 1,328 396,300 SH   SOLE   396,300 0 0
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OSI SYSTEMS INC COM 671044105 554 5,500 SH   SOLE   5,500 0 0
OTONOMY INC COM 68906L105 658 171,800 SH   SOLE   171,800 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,724 1,184,416 SH   SOLE   1,184,416 0 0
OVID THERAPEUTICS INC COM 690469101 1,007 242,600 SH   SOLE   242,600 0 0
OWENS & MINOR INC NEW COM 690732102 2,099 406,000 SH   SOLE   406,000 0 0
P & F INDS INC CL A NEW 692830508 80 11,688 SH   SOLE   11,688 0 0
P A M TRANSN SVCS INC COM 693149106 2,959 51,270 SH   SOLE   51,270 0 0
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PACIFIC MERCANTILE BANCORP COM 694552100 1,922 236,705 SH   SOLE   236,705 0 0
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PAYCOM SOFTWARE INC COM 70432V102 2,303 8,700 SH   SOLE   8,700 0 0
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PC-TEL INC COM 69325Q105 1,558 184,000 SH   SOLE   184,000 0 0
PDF SOLUTIONS INC COM 693282105 515 30,500 SH   SOLE   30,500 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 3,889 125,862 SH   SOLE   125,862 0 0
PEDEVCO CORP COM PAR 70532Y303 82 49,200 SH   SOLE   49,200 0 0
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PERMA PIPE INTL HLDGS INC COM 714167103 620 66,100 SH   SOLE   66,100 0 0
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PHILLIPS 66 COM 718546104 59,570 534,693 SH   SOLE   534,693 0 0
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QUEST RESOURCE HLDG CORP COM NEW 74836W203 48 22,000 SH   SOLE   22,000 0 0
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SERVOTRONICS INC COM 817732100 178 17,653 SH   SOLE   17,653 0 0
SESEN BIO INC COM 817763105 434 417,000 SH   SOLE   417,000 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 605 65,000 SH   SOLE   65,000 0 0
SFL CORPORATION LTD SHS G7738W106 10,322 709,900 SH   SOLE   709,900 0 0
SHARPS COMPLIANCE CORP COM 820017101 51 12,000 SH   SOLE   12,000 0 0
SHILOH INDS INC COM 824543102 703 197,600 SH   SOLE   197,600 0 0
SHOE CARNIVAL INC COM 824889109 4,336 116,300 SH   SOLE   116,300 0 0
SHORE BANCSHARES INC COM 825107105 3,049 175,612 SH   SOLE   175,612 0 0
SIERRA ONCOLOGY INC CALL 82640U907 4 10,700 SH   SOLE   10,700 0 0
SIFCO INDS INC COM 826546103 63 16,024 SH   SOLE   16,024 0 0
SIGNET JEWELERS LIMITED SHS G81276100 4,224 194,300 SH   SOLE   194,300 0 0
SILVERBOW RES INC COM 82836G102 1,592 160,848 SH   SOLE   160,848 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 578 45,977 SH   SOLE   45,977 0 0
SIMULATIONS PLUS INC COM 829214105 244 8,400 SH   SOLE   8,400 0 0
SIRIUS XM HLDGS INC COM 82968B103 2,804 392,200 SH   SOLE   392,200 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 2,238 70,600 SH   SOLE   70,600 0 0
SKYWEST INC COM 830879102 659 10,200 SH   SOLE   10,200 0 0
SMART SAND INC COM 83191H107 1,206 478,400 SH   SOLE   478,400 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,656 70,000 SH   SOLE   70,000 0 0
SMTC CORP COM NEW 832682207 347 102,434 SH   SOLE   102,434 0 0
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 4,292 306,600 SH   SOLE   306,600 0 0
SOLID BIOSCIENCES INC COM 83422E105 205 46,000 SH   SOLE   46,000 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 8,537 275,400 SH   SOLE   275,400 0 0
SONIM TECHNOLOGIES INC COM 83548F101 347 95,700 SH   SOLE   95,700 0 0
SORL AUTO PTS INC COM 78461U101 1,445 325,387 SH   SOLE   325,387 0 0
SOUTHERN CO COM 842587107 43,883 688,900 SH   SOLE   688,900 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 642 15,115 SH   SOLE   15,115 0 0
SOUTHERN MO BANCORP INC COM 843380106 702 18,300 SH   SOLE   18,300 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 2,985 182,558 SH   SOLE   182,558 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 365 4,800 SH   SOLE   4,800 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,175 1,725,000 SH   SOLE   1,725,000 0 0
SPARK ENERGY INC CL A COM 846511103 672 72,800 SH   SOLE   72,800 0 0
SPARTAN MTRS INC COM 846819100 362 20,000 SH   SOLE   20,000 0 0
SPARTANNASH CO COM 847215100 2,522 177,128 SH   SOLE   177,128 0 0
SPERO THERAPEUTICS INC COM 84833T103 679 70,579 SH   SOLE   70,579 0 0
SPOK HLDGS INC COM 84863T106 871 71,200 SH   SOLE   71,200 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 2,368 294,915 SH   SOLE   294,915 0 0
SPX CORP COM 784635104 1,430 28,100 SH   SOLE   28,100 0 0
SQUARE INC CL A 852234103 2,096 33,500 SH   SOLE   33,500 0 0
SRC ENERGY INC COM 78470V108 4,143 1,005,500 SH   SOLE   1,005,500 0 0
STAG INDL INC COM 85254J102 373 11,800 SH   SOLE   11,800 0 0
STAGE STORES INC COM NEW 85254C305 812 100,000 SH   SOLE   100,000 0 0
STANDARD AVB FINL CORP COM 85303B100 1,316 43,900 SH   SOLE   43,900 0 0
STANDARD MTR PRODS INC COM 853666105 1,229 23,100 SH   SOLE   23,100 0 0
STARBUCKS CORP COM 855244109 6,994 79,550 SH   SOLE   79,550 0 0
STARRETT L S CO CL A 855668109 377 65,910 SH   SOLE   65,910 0 0
STEEL CONNECT INC COM 858098106 848 581,100 SH   SOLE   581,100 0 0
STEIN MART INC COM 858375108 163 244,000 SH   SOLE   244,000 0 0
STEPAN CO COM 858586100 492 4,800 SH   SOLE   4,800 0 0
STERLING BANCORP INC COM 85917W102 2,365 292,000 SH   SOLE   292,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 2,166 153,800 SH   SOLE   153,800 0 0
STIFEL FINL CORP COM 860630102 522 8,600 SH   SOLE   8,600 0 0
STRATTEC SEC CORP COM 863111100 1,373 61,800 SH   SOLE   61,800 0 0
STRATUS PPTYS INC COM NEW 863167201 1,269 40,950 SH   SOLE   40,950 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,480 54,615 SH   SOLE   54,615 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 304 23,450 SH   SOLE   23,450 0 0
SUN CMNTYS INC COM 866674104 47,672 317,600 SH   SOLE   317,600 0 0
SUNCOKE ENERGY INC COM 86722A103 2,591 415,900 SH   SOLE   415,900 0 0
SUNPOWER CORP COM 867652406 1,280 164,100 SH   SOLE   164,100 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 295 359,700 SH   SOLE   359,700 0 0
SUPERIOR GRP OF COMPANIES IN COM 868358102 834 61,600 SH   SOLE   61,600 0 0
SUPERIOR INDS INTL INC COM 868168105 341 92,500 SH   SOLE   92,500 0 0
SURFACE ONCOLOGY INC COM 86877M209 192 102,000 SH   SOLE   102,000 0 0
SURGERY PARTNERS INC COM 86881A100 3,871 247,241 SH   SOLE   247,241 0 0
SUTRO BIOPHARMA INC COM 869367102 629 57,200 SH   SOLE   57,200 0 0
SUTTER ROCK CAP CORP COM 86944Q100 698 106,600 SH   SOLE   106,600 0 0
SYKES ENTERPRISES INC COM 871237103 5,459 147,584 SH   SOLE   147,584 0 0
SYNACOR INC COM 871561106 658 433,200 SH   SOLE   433,200 0 0
SYNALLOY CP DEL COM 871565107 715 55,400 SH   SOLE   55,400 0 0
SYNAPTICS INC COM 87157D109 7,735 117,600 SH   SOLE   117,600 0 0
SYNCHRONY FINL COM 87165B103 48,686 1,352,000 SH   SOLE   1,352,000 0 0
SYNDAX PHARMACEUTICALS INC COM 87164F105 307 35,000 SH   SOLE   35,000 0 0
SYNLOGIC INC COM 87166L100 642 249,000 SH   SOLE   249,000 0 0
SYPRIS SOLUTIONS INC COM 871655106 85 108,404 SH   SOLE   108,404 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 230 33,300 SH   SOLE   33,300 0 0
T MOBILE US INC COM 872590104 2,125 27,100 SH   SOLE   27,100 0 0
T2 BIOSYSTEMS INC COM 89853L104 181 154,700 SH   SOLE   154,700 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 520 7,700 SH   SOLE   7,700 0 0
TAITRON COMPONENTS INC CL A 874028103 195 68,500 SH   SOLE   68,500 0 0
TALOS ENERGY INC COM 87484T108 8,116 269,200 SH   SOLE   269,200 0 0
TANDY LEATHER FACTORY INC COM 87538X105 563 98,600 SH   SOLE   98,600 0 0
TARGET CORP COM 87612E106 7,180 56,000 SH   SOLE   56,000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,381 47,900 SH   SOLE   47,900 0 0
TEAM INC COM 878155100 2,667 167,000 SH   SOLE   167,000 0 0
TECH DATA CORP COM 878237106 661 4,600 SH   SOLE   4,600 0 0
TECHTARGET INC COM 87874R100 488 18,700 SH   SOLE   18,700 0 0
TECK RESOURCES LTD CL B 878742204 2,116 121,800 SH   SOLE   121,800 0 0
TEEKAY CORPORATION COM Y8564W103 3,112 585,000 SH   SOLE   585,000 0 0
TEEKAY TANKERS LTD CL A Y8565N300 5,536 230,937 SH   SOLE   230,937 0 0
TELIGENT INC NEW COM 87960W104 14 32,100 SH   SOLE   32,100 0 0
TENGASCO INC COM PAR 88033R502 12 25,000 SH   SOLE   25,000 0 0
TERRENO RLTY CORP COM 88146M101 942 17,400 SH   SOLE   17,400 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,334 43,100 SH   SOLE   43,100 0 0
TESSCO TECHNOLOGIES INC COM 872386107 868 77,400 SH   SOLE   77,400 0 0
TETRA TECH INC NEW COM 88162G103 543 6,300 SH   SOLE   6,300 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 1,319 673,000 SH   SOLE   673,000 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 3,007 280,800 SH   SOLE   280,800 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 4,066 85,500 SH   SOLE   85,500 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 100 27,400 SH   SOLE   27,400 0 0
THERAPEUTICSMD INC COM 88338N107 738 304,900 SH   SOLE   304,900 0 0
THERMOGENESIS HLDGS INC COM 88362L100 86 19,500 SH   SOLE   19,500 0 0
THIRD PT REINS LTD COM G8827U100 4,709 447,600 SH   SOLE   447,600 0 0
TILLYS INC CL A 886885102 2,670 217,968 SH   SOLE   217,968 0 0
TIMBERLAND BANCORP INC COM 887098101 2,011 67,618 SH   SOLE   67,618 0 0
TIPTREE INC COM 88822Q103 1,867 229,400 SH   SOLE   229,400 0 0
TITAN INTL INC ILL COM 88830M102 851 235,000 SH   SOLE   235,000 0 0
TITAN MACHY INC COM 88830R101 2,309 156,200 SH   SOLE   156,200 0 0
TIVITY HEALTH INC COM 88870R102 2,848 140,000 SH   SOLE   140,000 0 0
TIVO CORP COM 88870P106 3,972 468,400 SH   SOLE   468,400 0 0
TJX COS INC NEW COM 872540109 2,198 36,000 SH   SOLE   36,000 0 0
TOCAGEN INC COM 888846102 7 13,300 SH   SOLE   13,300 0 0
TOOTSIE ROLL INDS INC COM 890516107 219 6,400 SH   SOLE   6,400 0 0
TOPBUILD CORP COM 89055F103 2,958 28,700 SH   SOLE   28,700 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 159 92,800 SH   SOLE   92,800 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 295 10,600 SH   SOLE   10,600 0 0
TOWNSQUARE MEDIA INC CL A 892231101 2,705 271,300 SH   SOLE   271,300 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 1,100 100,300 SH   SOLE   100,300 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 253 517,400 SH   SOLE   517,400 0 0
TRANSCAT INC COM 893529107 2,093 65,700 SH   SOLE   65,700 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 3,272 190,770 SH   SOLE   190,770 0 0
TRAVELZOO COM NEW 89421Q205 1,694 158,300 SH   SOLE   158,300 0 0
TRECORA RES COM 894648104 1,240 173,402 SH   SOLE   173,402 0 0
TREDEGAR CORP COM 894650100 4,007 179,300 SH   SOLE   179,300 0 0
TREVENA INC COM 89532E109 172 205,000 SH   SOLE   205,000 0 0
TREVI THERAPEUTICS INC COM 89532M101 281 75,000 SH   SOLE   75,000 0 0
TRI POINTE GROUP INC COM 87265H109 5,157 331,000 SH   SOLE   331,000 0 0
TRINITY PL HLDGS INC COM 89656D101 317 105,200 SH   SOLE   105,200 0 0
TRINSEO S A SHS L9340P101 6,326 170,000 SH   SOLE   170,000 0 0
TRIO TECH INTL COM NEW 896712205 246 61,600 SH   SOLE   61,600 0 0
TRIPADVISOR INC COM 896945201 1,200 39,500 SH   SOLE   39,500 0 0
TRIPLE-S MGMT CORP CL B 896749108 3,467 187,517 SH   SOLE   187,517 0 0
TRISTATE CAP HLDGS INC COM 89678F100 3,004 115,000 SH   SOLE   115,000 0 0
TRITON INTL LTD CL A G9078F107 402 10,000 SH   SOLE   10,000 0 0
TRIUMPH BANCORP INC COM 89679E300 1,198 31,500 SH   SOLE   31,500 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 6,934 607,185 SH   SOLE   607,185 0 0
TRUEBLUE INC COM 89785X101 5,098 211,900 SH   SOLE   211,900 0 0
TTEC HLDGS INC COM 89854H102 1,838 46,400 SH   SOLE   46,400 0 0
TTM TECHNOLOGIES INC COM 87305R109 12,482 829,355 SH   SOLE   829,355 0 0
TUESDAY MORNING CORP COM NEW 899035505 1,717 928,100 SH   SOLE   928,100 0 0
TURTLE BEACH CORP COM NEW 900450206 632 66,854 SH   SOLE   66,854 0 0
TUTOR PERINI CORP COM 901109108 2,416 187,900 SH   SOLE   187,900 0 0
TWIN DISC INC COM 901476101 602 54,600 SH   SOLE   54,600 0 0
TWO RIV BANCORP COM 90207C105 2,365 105,588 SH   SOLE   105,588 0 0
U S SILICA HLDGS INC COM 90346E103 1,534 249,500 SH   SOLE   249,500 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 425 193,038 SH   SOLE   193,038 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 6,001 255,700 SH   SOLE   255,700 0 0
ULTRALIFE CORP COM 903899102 618 83,600 SH   SOLE   83,600 0 0
UNION BANKSHARES INC COM 905400107 269 7,419 SH   SOLE   7,419 0 0
UNIQUE FABRICATING INC COM 90915J103 259 67,200 SH   SOLE   67,200 0 0
UNISYS CORP COM NEW 909214306 536 45,200 SH   SOLE   45,200 0 0
UNIT CORP COM 909218109 66 95,000 SH   SOLE   95,000 0 0
UNITED AIRLINES HLDGS INC COM 910047109 46,269 525,250 SH   SOLE   525,250 0 0
UNITED BANCSHARES INC OHIO COM 909458101 504 22,200 SH   SOLE   22,200 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 626 53,687 SH   SOLE   53,687 0 0
UNITED FIRE GROUP INC COM 910340108 5,641 129,000 SH   SOLE   129,000 0 0
UNITED GUARDIAN INC COM 910571108 442 22,500 SH   SOLE   22,500 0 0
UNITED INS HLDGS CORP COM 910710102 1,600 126,900 SH   SOLE   126,900 0 0
UNITED NAT FOODS INC COM 911163103 512 58,500 SH   SOLE   58,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 15,635 133,563 SH   SOLE   133,563 0 0
UNITED RENTALS INC COM 911363109 1,885 11,300 SH   SOLE   11,300 0 0
UNITED SECURITY BANCSHARES C COM 911460103 724 67,455 SH   SOLE   67,455 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,486 90,050 SH   SOLE   90,050 0 0
UNITEDHEALTH GROUP INC COM 91324P102 18,153 61,750 SH   SOLE   61,750 0 0
UNITY BANCORP INC COM 913290102 3,229 143,067 SH   SOLE   143,067 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,349 11,400 SH   SOLE   11,400 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 5,184 185,211 SH   SOLE   185,211 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 1,320 69,600 SH   SOLE   69,600 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,026 68,858 SH   SOLE   68,858 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 1,081 140,200 SH   SOLE   140,200 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 5,275 196,979 SH   SOLE   196,979 0 0
UNUM THERAPEUTICS INC COM 903214104 32 45,000 SH   SOLE   45,000 0 0
URANIUM ENERGY CORP COM 916896103 760 827,300 SH   SOLE   827,300 0 0
URBAN ONE INC CL D NON VTG 91705J204 459 241,800 SH   SOLE   241,800 0 0
US BANCORP DEL COM NEW 902973304 48,066 810,700 SH   SOLE   810,700 0 0
US XPRESS ENTERPRISES INC COM CL A 90338N202 252 50,000 SH   SOLE   50,000 0 0
USA TRUCK INC COM 902925106 574 77,100 SH   SOLE   77,100 0 0
UTAH MED PRODS INC COM 917488108 1,068 9,900 SH   SOLE   9,900 0 0
VAALCO ENERGY INC COM NEW 91851C201 2,225 1,002,300 SH   SOLE   1,002,300 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 227 2,793 SH   SOLE   2,793 0 0
VECTRUS INC COM 92242T101 2,558 49,900 SH   SOLE   49,900 0 0
VERA BRADLEY INC COM 92335C106 2,651 224,700 SH   SOLE   224,700 0 0
VERASTEM INC COM 92337C104 307 229,000 SH   SOLE   229,000 0 0
VERISIGN INC COM 92343E102 6,763 35,100 SH   SOLE   35,100 0 0
VERITEX HLDGS INC COM 923451108 3,843 131,930 SH   SOLE   131,930 0 0
VERITIV CORP COM 923454102 2,007 102,033 SH   SOLE   102,033 0 0
VERITONE INC COM 92347M100 125 50,000 SH   SOLE   50,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 13,467 219,339 SH   SOLE   219,339 0 0
VERSO CORP CL A 92531L207 4,055 224,901 SH   SOLE   224,901 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 2,643 113,909 SH   SOLE   113,909 0 0
VINCE HLDG CORP COM NEW 92719W207 898 51,900 SH   SOLE   51,900 0 0
VIRCO MFG CO COM 927651109 146 34,400 SH   SOLE   34,400 0 0
VISA INC COM CL A 92826C839 21,862 116,350 SH   SOLE   116,350 0 0
VISTA OUTDOOR INC COM 928377100 1,960 262,087 SH   SOLE   262,087 0 0
VIVUS INC COM NEW 928551308 241 88,700 SH   SOLE   88,700 0 0
VMWARE INC CL A COM 928563402 3,559 23,450 SH   SOLE   23,450 0 0
VOLITIONRX LTD COM 928661107 1,064 224,400 SH   SOLE   224,400 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 563 226,993 SH   SOLE   226,993 0 0
VOXX INTL CORP CL A 91829F104 934 213,264 SH   SOLE   213,264 0 0
VOYA FINL INC COM 929089100 51,919 851,405 SH   SOLE   851,405 0 0
VSE CORP COM 918284100 1,870 49,160 SH   SOLE   49,160 0 0
WABASH NATL CORP COM 929566107 5,290 360,100 SH   SOLE   360,100 0 0
WADDELL & REED FINL INC CL A 930059100 6,852 409,800 SH   SOLE   409,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 42,498 720,800 SH   SOLE   720,800 0 0
WALKER & DUNLOP INC COM 93148P102 10,475 161,950 SH   SOLE   161,950 0 0
WALMART INC COM 931142103 13,378 112,569 SH   SOLE   112,569 0 0
WARRIOR MET COAL INC COM 93627C101 9,270 438,700 SH   SOLE   438,700 0 0
WASTE MGMT INC DEL COM 94106L109 53,789 472,000 SH   SOLE   472,000 0 0
WATERSTONE FINL INC MD COM 94188P101 1,926 101,200 SH   SOLE   101,200 0 0
WAYFAIR INC CL A 94419L101 1,084 12,000 SH   SOLE   12,000 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 726 44,798 SH   SOLE   44,798 0 0
WEIS MKTS INC COM 948849104 6,670 164,725 SH   SOLE   164,725 0 0
WELLS FARGO CO NEW COM 949746101 65,449 1,216,530 SH   SOLE   1,216,530 0 0
WESBANCO INC COM 950810101 2,804 74,196 SH   SOLE   74,196 0 0
WESTELL TECHNOLOGIES INC CL A NEW 957541204 113 126,000 SH   SOLE   126,000 0 0
WESTERN DIGITAL CORP COM 958102105 63,286 997,100 SH   SOLE   997,100 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,946 305,969 SH   SOLE   305,969 0 0
WILLIS LEASE FINANCE CORP COM 970646105 7,444 126,354 SH   SOLE   126,354 0 0
WIRELESS TELECOM GROUP INC COM 976524108 238 166,300 SH   SOLE   166,300 0 0
WORKDAY INC CL A 98138H101 2,582 15,700 SH   SOLE   15,700 0 0
WORLD ACCEP CORP DEL COM 981419104 4,847 56,100 SH   SOLE   56,100 0 0
WORLD FUEL SVCS CORP COM 981475106 3,048 70,200 SH   SOLE   70,200 0 0
WSFS FINL CORP COM 929328102 1,548 35,191 SH   SOLE   35,191 0 0
XCEL BRANDS INC COM NEW 98400M101 143 95,200 SH   SOLE   95,200 0 0
XOMA CORP DEL COM NEW 98419J206 846 30,987 SH   SOLE   30,987 0 0
XTANT MED HLDGS INC COM NEW 98420P308 80 50,000 SH   SOLE   50,000 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 64 25,100 SH   SOLE   25,100 0 0
YUM BRANDS INC COM 988498101 43,977 436,581 SH   SOLE   436,581 0 0
ZAGG INC COM 98884U108 1,948 240,200 SH   SOLE   240,200 0 0
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ZENDESK INC COM 98936J101 2,038 26,600 SH   SOLE   26,600 0 0
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ZOVIO INC COM 98979V102 263 127,500 SH   SOLE   127,500 0 0
ZUMIEZ INC COM 989817101 5,882 170,300 SH   SOLE   170,300 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 566 93,700 SH   SOLE   93,700 0 0